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math.OC2016★ 2 cited
Algorithm XXX: SC-SR1: Matlab software for solving shape-changing L-SR1 trust-region subproblems
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +2
We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region. subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used i…
math.NA2016
Trust-Region Methods for Sparse Relaxation
Lasith Adhikari, Jennifer B. Erway, Shelby Lockhart +1
In this paper, we solve the l2-l1 sparse recovery problem by transforming the objective function of this problem into an unconstrained differentiable function and apply a limited-m…